Optimal trade execution and absence of price manipulations in limit order book models

DOI:	https://doi.org/10.1137/090762786
URL:	http://epubs.siam.org/sifin/resource/1/sjfmbj/v1/i...
Additional URL:	https://hal.archives-ouvertes.fr/hal-00397652/docu...
Document Type:	Article
Year of publication:	2010
The title of a journal, publication series:	SIAM Journal on Financial Mathematics : SIFIN
Volume:	1
Issue number:	1
Page range:	490-522
Place of publication:	Philadelphia, Pa.
Publishing house:	SIAM
ISSN:	1945-497X
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Wirtschaftsmathematik I (Schied)
Subject:	510 Mathematics
Additional information:	Online-Ressource

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Alfonsi, Aurélien ; Schied, Alexander

Google Scholar: Alfonsi, Aurélien ; Schied, Alexander

Hits per month over past year

You have found an error? Please let us know about your desired correction here: E-Mail

Show item